Define relation $\sim$ on $\mathcal P(Z)$ as follows: If $X, Y$ are in $\mathcal P(Z)$ (so, subsets of $Z$), we say $X\sim Y$ when $X\cap Y\ne\emptyset$. Show that $\sim$ is not transitive.
The only thing I know about transitive is if $a,b$ belongs to $R$ and $b,c$ belongs to $R$ then $a,c$ must also belong to $R$.
Hint:
For a similar problem, we might be talking about the relation between circles in a plane where one circle is related to another circle if they overlap.
Despite $A$ overlapping $B$ and $B$ overlapping $C$, you can see that $A$ and $C$ do not overlap in the picture below.
Relate this to the specific problem you were asked and formalize a counterexample using the same ideas as above.